Applied Bayesian Modelling, 2nd Edition

Chapter 7Analysis of panel data

7.1 Introduction

Panel or longitudinal data sets occur when the continuous or discrete response for each subject i () is observed on several occasions , where may differ between subjects. Times of observations , and so spacings , may also differ between subjects. Time scales may include calendar time, age, work experience, and so on. The analysis of change in serial measurements over individuals or groups plays a major role in social and biomedical research, and is fundamental in understanding causal mechanisms of disease or testing behavioural hypotheses (Hsiao, 2007), and in the analysis of developmental and growth processes.

Relevant texts include Singer and Willett (2003), Frees (2004), Weiss (2005), Verbeke and Molenberghs (2000), Hedeker and Gibbons (2006), Arellano and Honoré (2001), and Baltagi (2008), with Bayesian overviews exemplified by Chib ...